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63 lines
1.4 KiB
YAML
63 lines
1.4 KiB
YAML
---
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notifications:
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slack:
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defaultChannel: "bbgo"
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errorChannel: "bbgo-error"
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reportPnL:
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- averageCostBySymbols:
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- "BTCUSDT"
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- "ETHUSDT"
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- "BNBUSDT"
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of: binance
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when:
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- "@daily"
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- "@hourly"
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sessions:
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binance:
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exchange: binance
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envVarPrefix: binance
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riskControls:
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# This is the session-based risk controller, which let you configure different risk controller by session.
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sessionBased:
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# "max" is the session name that you want to configure the risk control
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max:
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# orderExecutors is one of the risk control
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orderExecutor:
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# symbol-routed order executor
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bySymbol:
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BTCUSDT:
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# basic risk control order executor
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basic:
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minQuoteBalance: 1000.0
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maxBaseAssetBalance: 2.0
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minBaseAssetBalance: 0.1
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maxOrderAmount: 100.0
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backtest:
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# for testing max draw down (MDD) at 03-12
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# see here for more details
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# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
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startTime: "2020-01-01"
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endTime: "2020-01-15"
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symbols:
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- BTCUSDT
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account:
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makerCommission: 15
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takerCommission: 15
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buyerCommission: 0
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sellerCommission: 0
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balances:
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BTC: 0.1
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USDT: 10000.0
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exchangeStrategies:
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- on: binance
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buyandhold:
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symbol: "BTCUSDT"
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interval: "1m"
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baseQuantity: 0.001
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minDropPercentage: -0.001
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